WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 605,582: 83,626 128,287 144,992 333,046 269,456 561,664 542,735: 43,918 62,846
Old : 536,255: 85,865 112,649 128,857 280,554 244,637 495,276 486,143: 40,979 50,112
Other: 69,327: 10,455 28,332 3,441 52,492 24,820 66,388 56,592: 2,939 12,735
: : :
: : Changes in Commitments from: June 1, 2010 :
: 14,775: 6,226 4,436 5,799 1,495 2,850 13,519 13,085: 1,256 1,690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 21.2 23.9 55.0 44.5 92.7 89.6: 7.3 10.4
Old : 100.0: 16.0 21.0 24.0 52.3 45.6 92.4 90.7: 7.6 9.3
Other: 100.0: 15.1 40.9 5.0 75.7 35.8 95.8 81.6: 4.2 18.4
: : :
:# Traders : Number of Traders in Each Category :
All : 434: 123 167 174 87 107 324 355:
Old : 424: 140 155 163 84 100 317 338:
Other: 168: 23 59 31 34 65 81 137:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 15.7 33.4 24.6 18.5 12.0 30.3 18.1
Old : 22.3 17.0 34.2 26.5 20.3 14.5 31.1 22.0
Other: 52.5 26.1 66.2 41.3 52.5 25.7 65.6 35.4
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,653,962: 268,914 217,088 470,408 760,046 653,937 1,499,368 1,341,432: 154,594 312,529
Old : 885,408: 139,734 217,383 220,341 433,643 320,722 793,718 758,446: 91,690 126,962
Other: 768,553: 198,457 68,982 180,790 326,403 333,214 705,650 582,986: 62,903 185,567
: : :
: : Changes in Commitments from: June 1, 2010 :
: 49,570: -5,940 36,955 26,918 20,052 -21,107 41,031 42,767: 8,539 6,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 13.1 28.4 46.0 39.5 90.7 81.1: 9.3 18.9
Old : 100.0: 15.8 24.6 24.9 49.0 36.2 89.6 85.7: 10.4 14.3
Other: 100.0: 25.8 9.0 23.5 42.5 43.4 91.8 75.9: 8.2 24.1
: : :
:# Traders : Number of Traders in Each Category :
All : 714: 164 195 250 239 292 555 615:
Old : 662: 131 215 185 208 258 459 542:
Other: 594: 168 116 172 154 261 394 484:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 11.0 21.6 15.9 13.0 8.1 19.1 11.4
Old : 18.4 9.2 25.7 15.2 18.0 7.8 24.3 12.2
Other: 17.3 15.8 25.8 20.9 16.9 13.9 24.7 17.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 20,564: 1,434 4,450 2,363 12,914 11,411 16,711 18,225: 3,852 2,339
Old : 20,564: 1,434 4,450 2,363 12,914 11,411 16,711 18,225: 3,852 2,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 489: -139 15 570 17 -259 448 326: 40 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 21.6 11.5 62.8 55.5 81.3 88.6: 18.7 11.4
Old : 100.0: 7.0 21.6 11.5 62.8 55.5 81.3 88.6: 18.7 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 13 19 10 18 13 36 38:
Old : 53: 13 19 10 18 13 36 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.5 42.9 53.1 62.5 26.1 33.1 39.9 45.3
Old : 32.5 42.9 53.1 62.5 26.1 33.1 39.9 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 619,680: 75,820 84,409 180,279 316,293 250,635 572,392 515,322: 47,287 104,357
Old : 274,278: 50,742 60,637 63,390 134,815 116,638 248,947 240,665: 25,331 33,613
Other: 345,401: 63,251 61,944 78,716 181,478 133,997 323,445 274,657: 21,956 70,744
: : :
: : Changes in Commitments from: June 1, 2010 :
: 17,302: -1,238 7,406 10,117 9,413 2,106 18,292 19,629: -990 -2,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 13.6 29.1 51.0 40.4 92.4 83.2: 7.6 16.8
Old : 100.0: 18.5 22.1 23.1 49.2 42.5 90.8 87.7: 9.2 12.3
Other: 100.0: 18.3 17.9 22.8 52.5 38.8 93.6 79.5: 6.4 20.5
: : :
:# Traders : Number of Traders in Each Category :
All : 502: 126 173 198 130 170 378 435:
Old : 453: 131 140 131 111 145 314 346:
Other: 414: 101 135 123 90 152 261 342:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.2 16.3 27.0 21.8 14.9 10.1 22.8 13.3
Old : 23.7 21.4 32.3 27.5 18.9 13.7 26.5 19.1
Other: 17.5 13.3 28.4 20.6 16.4 9.5 26.5 14.2
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 18,614: 14,296 1,060 188 44 3,476 14,528 4,724: 4,086 13,890
Old : 4,495: 2,064 767 38 44 234 2,146 1,039: 2,349 3,456
Other: 14,119: 12,344 405 38 0 3,242 12,382 3,685: 1,737 10,434
: : :
: : Changes in Commitments from: June 1, 2010 :
: 285: 193 -220 4 -1 23 196 -193: 89 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 5.7 1.0 0.2 18.7 78.0 25.4: 22.0 74.6
Old : 100.0: 45.9 17.1 0.8 1.0 5.2 47.7 23.1: 52.3 76.9
Other: 100.0: 87.4 2.9 0.3 0.0 23.0 87.7 26.1: 12.3 73.9
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 13 5 8 2 9 17 20:
Old : 26: 12 6 3 2 7 14 16:
Other: 23: 12 2 5 0 9 13 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 12.0 70.0 18.4 56.3 12.0 69.8 18.2
Old : 37.5 14.9 45.7 20.6 37.4 14.9 44.9 20.6
Other: 64.6 14.6 81.1 22.3 64.6 14.6 81.1 22.2
SOYBEAN CAL SPR OPT OLD NEW CY - CHICAGO BOARD OF TRADE Code-005606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 7,196: 3,698 3,430 2,019 1,100 1,491 6,816 6,940: 380 256
Old : 7,196: 3,698 3,430 2,019 1,100 1,491 6,816 6,940: 380 256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 720: 670 17 399 -489 447 580 864: 140 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 47.7 28.1 15.3 20.7 94.7 96.4: 5.3 3.6
Old : 100.0: 51.4 47.7 28.1 15.3 20.7 94.7 96.4: 5.3 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 7 8 11 2 6 16 18:
Old : 21: 7 8 11 2 6 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 52.4 85.6 82.4 51.5 40.2 56.2 54.4
Old : 70.0 52.4 85.6 82.4 51.5 40.2 56.2 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 386,301: 50,611 72,755 79,917 229,908 199,857 360,436 352,529: 25,866 33,773
Old : 247,453: 39,348 66,906 43,068 148,984 111,422 231,400 221,397: 16,053 26,056
Other: 138,849: 27,874 22,459 20,238 80,924 88,435 129,036 131,132: 9,813 7,717
: : :
: : Changes in Commitments from: June 1, 2010 :
: 16,255: -2,883 6,453 3,500 17,360 2,924 17,977 12,877: -1,723 3,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 18.8 20.7 59.5 51.7 93.3 91.3: 6.7 8.7
Old : 100.0: 15.9 27.0 17.4 60.2 45.0 93.5 89.5: 6.5 10.5
Other: 100.0: 20.1 16.2 14.6 58.3 63.7 92.9 94.4: 7.1 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 60 87 90 72 66 195 211:
Old : 250: 57 102 67 68 63 165 198:
Other: 171: 57 43 38 57 37 130 104:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 27.4 29.2 36.0 13.3 19.1 19.8 24.0
Old : 21.5 21.6 33.9 30.0 16.4 18.5 25.2 24.0
Other: 22.4 45.7 35.5 56.8 19.9 43.1 31.0 52.6
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 777,960: 71,097 138,648 60,421 492,877 443,852 624,395 642,920: 153,565 135,040
Old : 777,960: 71,097 138,648 60,421 492,877 443,852 624,395 642,920: 153,565 135,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -2,815: -797 4,582 -4,303 3,767 -9,467 -1,333 -9,188: -1,482 6,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 17.8 7.8 63.4 57.1 80.3 82.6: 19.7 17.4
Old : 100.0: 9.1 17.8 7.8 63.4 57.1 80.3 82.6: 19.7 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 157: 28 31 33 72 81 116 129:
Old : 157: 28 31 33 72 81 116 129:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.7 20.8 28.3 32.9 17.4 19.3 26.8 29.0
Old : 18.7 20.8 28.3 32.9 17.4 19.3 26.8 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 139,614: 3,921 16,058 122 101,358 106,357 105,401 122,537: 34,213 17,077
Old : 139,614: 3,921 16,058 122 101,358 106,357 105,401 122,537: 34,213 17,077
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -5,571: 0 -1,651 122 -4,583 1,685 -4,461 156: -1,110 -5,727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 11.5 0.1 72.6 76.2 75.5 87.8: 24.5 12.2
Old : 100.0: 2.8 11.5 0.1 72.6 76.2 75.5 87.8: 24.5 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 5 1 18 16 21 21:
Old : 31: 2 5 1 18 16 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 63.6 60.3 72.6 41.4 59.1 55.9 67.9
Old : 44.0 63.6 60.3 72.6 41.4 59.1 55.9 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 11,053: 1,272 795 456 8,972 9,624 10,700 10,875: 353 178
Old : 11,053: 1,272 795 456 8,972 9,624 10,700 10,875: 353 178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 668: 5 75 104 806 592 915 771: -247 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 7.2 4.1 81.2 87.1 96.8 98.4: 3.2 1.6
Old : 100.0: 11.5 7.2 4.1 81.2 87.1 96.8 98.4: 3.2 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 6 6 3 16 14 25 20:
Old : 29: 6 6 3 16 14 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 67.1 74.4 86.3 12.0 16.6 18.3 21.5
Old : 59.5 67.1 74.4 86.3 12.0 16.6 18.3 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 197,731: 44,136 9,444 37,233 80,492 125,211 161,861 171,889: 35,870 25,842
Old : 116,162: 38,025 7,762 15,322 38,099 74,483 91,446 97,568: 24,716 18,594
Other: 81,569: 14,732 10,303 13,290 42,393 50,728 70,415 74,321: 11,154 7,248
: : :
: : Changes in Commitments from: June 1, 2010 :
: 5,483: 888 -5,327 1,414 -141 9,318 2,161 5,405: 3,321 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 4.8 18.8 40.7 63.3 81.9 86.9: 18.1 13.1
Old : 100.0: 32.7 6.7 13.2 32.8 64.1 78.7 84.0: 21.3 16.0
Other: 100.0: 18.1 12.6 16.3 52.0 62.2 86.3 91.1: 13.7 8.9
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 52 39 65 66 72 162 146:
Old : 177: 58 32 45 58 66 138 125:
Other: 127: 25 33 40 51 40 102 94:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 11.9 35.5 20.8 44.2 10.8 29.6 18.9 34.6
Old : 14.2 35.0 23.4 43.9 13.2 31.6 21.4 39.3
Other: 21.3 42.0 34.3 51.0 21.1 39.2 32.3 45.9
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 16,962: 3,618 3,757 1,827 8,799 8,335 14,244 13,919: 2,717 3,043
Old : 7,536: 2,715 3,519 433 2,733 2,193 5,881 6,145: 1,655 1,392
Other: 9,425: 1,365 699 932 6,066 6,143 8,363 7,774: 1,062 1,651
: : :
: : Changes in Commitments from: June 1, 2010 :
: 404: 147 -429 321 256 401 724 292: -320 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 22.1 10.8 51.9 49.1 84.0 82.1: 16.0 17.9
Old : 100.0: 36.0 46.7 5.8 36.3 29.1 78.0 81.5: 22.0 18.5
Other: 100.0: 14.5 7.4 9.9 64.4 65.2 88.7 82.5: 11.3 17.5
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 27 17 15 26 23 60 51:
Old : 66: 22 17 6 20 14 44 35:
Other: 62: 20 9 8 17 23 41 38:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 27.3 46.8 45.0 31.8 24.5 43.7 39.0
Old : 30.9 33.9 45.7 50.5 30.9 33.7 45.6 50.3
Other: 49.2 35.1 61.9 53.5 49.2 28.8 59.1 45.2
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 933,671: 217,513 173,371 61,487 552,168 572,310 831,168 807,168: 102,503 126,503
Old : 933,671: 217,513 173,371 61,487 552,168 572,310 831,168 807,168: 102,503 126,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -32,640: -23,721 -10,141 11,739 -9,363 -27,357 -21,345 -25,759: -11,295 -6,880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 18.6 6.6 59.1 61.3 89.0 86.5: 11.0 13.5
Old : 100.0: 23.3 18.6 6.6 59.1 61.3 89.0 86.5: 11.0 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 29 53 28 77 117 125 179:
Old : 216: 29 53 28 77 117 125 179:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 15.3 51.5 23.4 41.8 12.3 50.6 19.3
Old : 42.0 15.3 51.5 23.4 41.8 12.3 50.6 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,240,882: 139,300 305,746 252,037 1,560,320 1,347,728 1,951,657 1,905,511: 289,225 335,371
Old : 2,240,882: 139,300 305,746 252,037 1,560,320 1,347,728 1,951,657 1,905,511: 289,225 335,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 9,906: -24,409 -11,370 16,945 45,813 -3,096 38,349 2,479: -28,442 7,427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 13.6 11.2 69.6 60.1 87.1 85.0: 12.9 15.0
Old : 100.0: 6.2 13.6 11.2 69.6 60.1 87.1 85.0: 12.9 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 36 46 62 133 152 205 224:
Old : 252: 36 46 62 133 152 205 224:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 15.9 41.1 25.0 32.2 12.4 37.2 20.0
Old : 35.2 15.9 41.1 25.0 32.2 12.4 37.2 20.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 972,532: 147,602 91,668 50,468 564,697 591,039 762,768 733,176: 209,764 239,357
Old : 972,532: 147,602 91,668 50,468 564,697 591,039 762,768 733,176: 209,764 239,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 8,996: -9,812 -12,956 11,058 11,144 19,001 12,391 17,103: -3,395 -8,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 9.4 5.2 58.1 60.8 78.4 75.4: 21.6 24.6
Old : 100.0: 15.2 9.4 5.2 58.1 60.8 78.4 75.4: 21.6 24.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 26 21 25 70 87 106 123:
Old : 153: 26 21 25 70 87 106 123:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 17.1 31.1 26.5 16.7 12.2 24.5 18.7
Old : 21.6 17.1 31.1 26.5 16.7 12.2 24.5 18.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 1,108,221: 165,931 23,633 463,540 441,656 566,860 1,071,126 1,054,033: 37,095 54,189
Old : 1,108,221: 165,931 23,633 463,540 441,656 566,860 1,071,126 1,054,033: 37,095 54,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 32,796: 183 -1,441 17,217 15,268 14,981 32,668 30,756: 128 2,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 2.1 41.8 39.9 51.2 96.7 95.1: 3.3 4.9
Old : 100.0: 15.0 2.1 41.8 39.9 51.2 96.7 95.1: 3.3 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 26 24 40 59 62 105 110:
Old : 124: 26 24 40 59 62 105 110:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 30.6 56.5 49.7 18.7 12.4 21.7 17.3
Old : 38.9 30.6 56.5 49.7 18.7 12.4 21.7 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 13,011: 1,531 471 0 7,684 9,305 9,215 9,776: 3,796 3,235
Old : 13,011: 1,531 471 0 7,684 9,305 9,215 9,776: 3,796 3,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 171: 324 -192 0 -0 -0 324 -192: -153 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 3.6 0.0 59.1 71.5 70.8 75.1: 29.2 24.9
Old : 100.0: 11.8 3.6 0.0 59.1 71.5 70.8 75.1: 29.2 24.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 2 0 10 9 13 11:
Old : 20: 3 2 0 10 9 13 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 58.0 56.4 73.0 35.8 58.0 55.8 71.7
Old : 35.8 58.0 56.4 73.0 35.8 58.0 55.8 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 78,429: 11,539 12,563 1,473 51,931 48,672 64,943 62,708: 13,486 15,721
Old : 78,429: 11,539 12,563 1,473 51,931 48,672 64,943 62,708: 13,486 15,721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 593: -1,482 1,857 685 1,412 -1,242 615 1,300: -22 -708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 16.0 1.9 66.2 62.1 82.8 80.0: 17.2 20.0
Old : 100.0: 14.7 16.0 1.9 66.2 62.1 82.8 80.0: 17.2 20.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 23 15 13 31 31 60 53:
Old : 88: 23 15 13 31 31 60 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 33.2 43.1 50.3 28.4 33.2 41.9 47.0
Old : 28.8 33.2 43.1 50.3 28.4 33.2 41.9 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 16,776: 3,990 751 6 11,968 15,368 15,964 16,125: 812 651
Old : 16,776: 3,990 751 6 11,968 15,368 15,964 16,125: 812 651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 1,560: 791 0 0 351 1,268 1,142 1,268: 418 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 4.5 0.0 71.3 91.6 95.2 96.1: 4.8 3.9
Old : 100.0: 23.8 4.5 0.0 71.3 91.6 95.2 96.1: 4.8 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 7 1 9 18 13 26:
Old : 34: 4 7 1 9 18 13 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.8 69.9 91.8 82.4 70.1 66.7 83.7 74.9
Old : 75.8 69.9 91.8 82.4 70.1 66.7 83.7 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 45,155: 4,505 2,560 0 39,719 41,975 44,224 44,535: 931 620
Old : 45,155: 4,505 2,560 0 39,719 41,975 44,224 44,535: 931 620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 5,134: 505 249 0 4,491 4,819 4,996 5,068: 138 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 5.7 0.0 88.0 93.0 97.9 98.6: 2.1 1.4
Old : 100.0: 10.0 5.7 0.0 88.0 93.0 97.9 98.6: 2.1 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 4 0 6 17 13 21:
Old : 32: 7 4 0 6 17 13 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.7 76.4 96.4 90.3 61.6 53.4 68.0 63.7
Old : 89.7 76.4 96.4 90.3 61.6 53.4 68.0 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 11, 2010